Strategy Tester Report
ODL-MT4 Demo (Build 220)

通貨ペアEURCHF (Euro vs Swiss Franc)
期間2006.11.01 00:00 - 2008.11.30 23:55 (2006.11.01 - 2008.12.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターSafeClosureMode=true; SignalPeriod=18; HourToStart=20; TradingHours=3; TakeProfit=5; StopLoss=65; MoneyManagement=false; minLots=1; maxSpread=3;
Bars in test151703Ticks modelled4440221Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit25491.08Gross profit46505.51Gross loss-21014.42
Profit factor2.21Expected payoff16.88
Absolute drawdown103.80Maximal drawdown2258.28 (7.97%)Relative drawdown7.97% (2258.28)
Total trades1510Short positions (won %)729 (84.22%)Long positions (won %)781 (81.31%)
Profit trades (% of total)1249 (82.72%)Loss trades (% of total)261 (17.28%)
Largestprofit trade86.53loss trade-562.43
Averageprofit trade37.23loss trade-80.52
Maximumconsecutive wins (profit in money)77 (3424.20)consecutive losses (loss in money)5 (-1126.93)
Maximalconsecutive profit (count of wins)3424.20 (77)consecutive loss (count of losses)-1126.93 (5)
Averageconsecutive wins7consecutive losses1